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