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)(11,16)(12,13)(14,15)(17,18,21,23)(19,20,24,22)(25,26)(27,28)(29,37)(30,31)(32,33)(34,38)(35,40)(36,39)(1,3)(2,6)(4,8)(5,7)(9,11,14,13)(10,12,15,16)(17,19)(18,22)(20,23)(21,24)(26,31)(27,33)(29,38)(36,40)(1,3)(2,4)(5,7)(6,8)(9,12,14,16)(10,13,15,11)(17,19,21,24)(18,20,23,22)(25,27)(26,32)(28,31)(29,39)(30,33)(34,36)(35,38)(37,40)(1,3)(2,4)(5,7)(6,8)(9,13,14,11)(10,12,15,16)(17,20,21,22)(18,19,23,24)(25,28,30,32)(26,33,31,27)(29,40,38,36)(34,35,37,39)(1,4)(2,7)(3,8)(5,6)(9,12)(10,13)(11,15)(14,16)(17,19)(18,20)(21,24)(22,23)(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.