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