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