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