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