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