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