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