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