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