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