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