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