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