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