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