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