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