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