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