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