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