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