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)(11,18,13,16)(12,19,22,17)(20,23,21,24)(25,26,31,35)(27,36,38,32)(28,29,33,39)(30,34,37,40)(1,2)(3,6)(4,7)(5,8)(9,11,15,13)(10,16,14,18)(12,20,22,21)(17,23,19,24)(25,27)(26,32)(28,37)(29,34)(30,33)(31,38)(35,36)(39,40)(1,3,5,4)(2,6,8,7)(9,12)(10,17)(11,20)(13,21)(14,19)(15,22)(16,23)(18,24)(25,26,31,35)(27,36,38,32)(28,29,33,39)(30,34,37,40)(1,3,5,4)(2,6,8,7)(9,13,15,11)(10,18,14,16)(12,21,22,20)(17,24,19,23)(25,28,31,33)(26,29,35,39)(27,37,38,30)(32,34,36,40)(1,4,5,3)(2,7,8,6)(9,12)(10,19)(11,20)(13,21)(14,17)(15,22)(16,24)(18,23)(25,29)(26,33)(27,34)(28,35)(30,32)(31,39)(36,37)(38,40)(9,14,15,10)(11,18,13,16)(12,19,22,17)(20,24,21,23)(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.