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