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