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