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