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