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