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