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