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