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