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