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