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