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