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