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