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