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