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