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