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