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