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