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)(25,26,31,34)(27,33,38,40)(28,32,37,39)(29,35,30,36)(1,3,5,4)(2,6,8,7)(9,11,14,19)(10,15,12,17)(13,18,21,24)(16,22,20,23)(25,27,31,38)(26,32,34,39)(28,29,37,30)(33,36,40,35)(1,3,5,4)(2,7,8,6)(9,12,14,10)(11,15,19,17)(13,20,21,16)(18,22,24,23)(25,28)(26,33)(27,29)(30,38)(31,37)(32,36)(34,40)(35,39)(1,4,5,3)(2,6,8,7)(13,21)(16,20)(18,24)(22,23)(26,34)(32,39)(33,40)(35,36)(9,13,14,21)(10,16,12,20)(11,18,19,24)(15,22,17,23)(25,29,31,30)(26,35,34,36)(27,37,38,28)(32,33,39,40)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.