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