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