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