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