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