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