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)(11,15)(12,20)(13,14)(16,21)(17,19)(18,23)(22,24)(25,26,31,33)(27,34,29,32)(28,37,38,30)(35,36,39,40)(2,3)(6,7)(9,10)(11,17)(12,16)(13,14)(15,19)(18,23)(20,21)(22,24)(25,27,31,29)(26,32,33,34)(28,35,38,39)(30,36,37,40)(1,3,5,2)(4,7,8,6)(10,14)(12,21)(15,17)(18,24)(28,38)(30,37)(35,39)(36,40)(1,4,5,8)(2,6,3,7)(9,10)(11,17)(12,16)(13,14)(15,19)(18,23)(20,21)(22,24)(25,28)(26,30)(27,35)(29,39)(31,38)(32,36)(33,37)(34,40)(9,11,13,19)(10,15,14,17)(12,18,21,24)(16,22,20,23)(25,29,31,27)(26,32,33,34)(28,35,38,39)(30,40,37,36)(9,12,13,21)(10,16,14,20)(11,18,19,24)(15,22,17,23)(25,30)(26,28)(27,36)(29,40)(31,37)(32,35)(33,38)(34,39)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.