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