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