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