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