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