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