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