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