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