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