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