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