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)(11,20)(12,17)(13,26)(14,28)(15,19)(16,23)(18,29)(21,34)(22,31)(24,35)(25,33)(27,32)(30,38)(36,39)(37,40)(1,3,5,4)(2,6,8,7)(11,21)(14,29)(16,30)(18,28)(20,34)(22,36)(23,38)(24,37)(25,27)(31,39)(32,33)(35,40)(1,3,5,4)(2,7,8,6)(9,11,13,23,15,24,12,22)(10,16,17,20,19,31,26,35)(14,21,25,36,29,37,27,38)(18,30,33,40,28,39,32,34)(1,4,5,3)(2,7,8,6)(9,12,15,13)(10,17,19,26)(11,22,24,23)(14,25,29,27)(16,20,31,35)(18,32,28,33)(21,36,37,38)(30,34,39,40)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.