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