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