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