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)(11,17)(12,14)(13,21)(15,19)(16,20)(18,24)(22,23)(25,26,28,31)(27,33,35,30)(29,38,37,32)(34,39,36,40)(1,3,5,4)(2,6,8,7)(10,14)(15,23)(16,21)(17,24)(25,27)(26,30)(28,35)(29,34)(31,33)(32,39)(36,37)(38,40)(9,11,12,18)(10,15,14,23)(13,22,20,19)(16,24,21,17)(27,34)(29,37)(30,39)(32,38)(33,40)(35,36)(1,4,5,3)(2,7,8,6)(10,14)(11,18)(16,21)(19,22)(26,31)(30,33)(32,38)(39,40)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.