One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,5,7)(3,6,8,4)(9,10,15,20)(11,21,23,16)(12,14,19,17)(13,24,22,18)(26,29)(27,35)(28,38)(34,40)(1,3)(2,6)(4,7)(5,8)(9,11)(10,16)(12,13)(14,18)(15,23)(17,24)(19,22)(20,21)(25,26,31,29)(27,36,35,32)(28,39,38,33)(30,34,37,40)(1,2)(3,4)(5,7)(6,8)(9,12,15,19)(10,17,20,14)(11,13,23,22)(16,24,21,18)(25,27)(26,32)(28,37)(29,36)(30,38)(31,35)(33,40)(34,39)(1,3,5,8)(2,6,7,4)(9,12)(10,17)(11,22)(13,23)(14,20)(15,19)(16,18)(21,24)(25,28,31,38)(26,33,29,39)(27,37,35,30)(32,40,36,34)(1,2)(3,6)(4,8)(5,7)(9,13,15,22)(10,18,20,24)(11,12,23,19)(14,21,17,16)(25,29,31,26)(27,36,35,32)(28,39,38,33)(30,40,37,34)(1,4,5,6)(2,3,7,8)(9,14,15,17)(10,19,20,12)(11,18,23,24)(13,16,22,21)(25,30,31,37)(26,34,29,40)(27,38,35,28)(32,39,36,33)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.