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