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