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