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