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