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