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