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