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