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