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