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