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