One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,5,3)(4,7,8,6)(9,10,15,12)(11,16,17,13)(14,18,23,20)(19,22,24,21)(25,26)(27,29)(28,36)(30,31)(32,34)(33,38)(35,39)(37,40)(2,3)(6,7)(9,11,15,17)(10,16,12,13)(14,19,23,24)(18,22,20,21)(26,31)(27,34)(33,36)(35,40)(1,3,5,2)(4,7,8,6)(10,12)(11,17)(18,20)(19,24)(25,27)(26,32)(28,35)(29,31)(30,34)(33,39)(36,37)(38,40)(1,4)(2,6)(3,7)(5,8)(9,12,15,10)(11,16,17,13)(14,18,23,20)(19,21,24,22)(25,27)(26,32)(28,35)(29,31)(30,34)(33,39)(36,37)(38,40)(9,13,15,16)(10,17,12,11)(14,22,23,21)(18,19,20,24)(25,28,30,38)(26,33,31,36)(27,35,34,40)(29,37,32,39)(9,14,15,23)(10,18,12,20)(11,19,17,24)(13,21,16,22)(25,29,30,32)(26,27,31,34)(28,37,38,39)(33,35,36,40)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.