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