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