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