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