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