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