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