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