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