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