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