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