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