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