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