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