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