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