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