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