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