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