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