One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,5,4)(3,7,8,6)(9,10)(11,17)(12,15)(13,16)(14,19)(18,23)(20,22)(21,24)(25,26,27,35,29,34,30,31)(28,38,37,32,39,33,36,40)(1,3,5,8)(2,6,4,7)(9,10)(11,17)(12,15)(13,16)(14,19)(18,23)(20,22)(21,24)(25,27,29,30)(26,31,34,35)(28,37,39,36)(32,38,40,33)(9,11,13,19)(10,14,16,17)(12,20,21,18)(15,23,24,22)(25,28,29,39)(26,32,34,40)(27,36,30,37)(31,33,35,38)(1,2,5,4)(3,7,8,6)(9,12,13,21)(10,15,16,24)(11,18,19,20)(14,22,17,23)(25,28)(26,33)(27,37)(29,39)(30,36)(31,32)(34,38)(35,40)(1,4,5,2)(3,7,8,6)(10,16)(14,17)(15,24)(22,23)(25,27,29,30)(26,31,34,35)(28,36,39,37)(32,33,40,38)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.