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