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