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