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)(25,26)(27,37)(28,33)(29,34)(30,35)(31,36)(32,38)(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)(25,26,29,35,31,36,30,34)(27,32,38,37,39,28,33,40)(1,3,5,4)(2,7,8,6)(10,15)(11,17)(16,22)(18,23)(25,27,29,38,31,39,30,33)(26,32,35,37,36,28,34,40)(1,4,5,3)(2,6,8,7)(12,19)(16,22)(18,23)(20,24)(25,28)(26,33)(27,35)(29,40)(30,37)(31,32)(34,39)(36,38)(9,12,13,19)(10,16,15,22)(11,18,17,23)(14,20,21,24)(25,29,31,30)(26,34,36,35)(27,38,39,33)(28,37,32,40)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.