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