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