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)(11,15)(12,14)(13,16)(17,18,22,19)(20,24,21,23)(25,26)(27,31)(28,32)(29,30)(33,39)(34,37)(35,40)(36,38)(1,3,5,7)(2,6,8,4)(9,11,14,13)(10,15,12,16)(17,19,22,18)(20,24,21,23)(26,30)(31,37)(32,38)(39,40)(1,2)(3,6)(4,7)(5,8)(9,12,14,10)(11,15,13,16)(17,20,22,21)(18,23,19,24)(25,26)(27,31)(28,32)(29,30)(33,39)(34,37)(35,40)(36,38)(1,2)(3,6)(4,7)(5,8)(25,27,29,34)(26,31,30,37)(28,35,36,33)(32,40,38,39)(1,4,5,6)(2,7,8,3)(9,13,14,11)(10,15,12,16)(17,21,22,20)(18,24,19,23)(25,28,29,36)(26,32,30,38)(27,33,34,35)(31,39,37,40)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.