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