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