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