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