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