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