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