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