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