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