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