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