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