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