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