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