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