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