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