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