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