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