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