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