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