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)(11,17,13,16)(14,18,22,20)(19,24,21,23)(25,26,30,33)(27,31,34,38)(28,29,32,37)(35,36,39,40)(1,2)(3,6)(4,7)(5,8)(9,11,15,13)(10,16,12,17)(14,19,22,21)(18,23,20,24)(25,27,30,34)(26,31,33,38)(28,35,32,39)(29,36,37,40)(1,3,5,4)(2,6,8,7)(10,12)(16,17)(18,20)(23,24)(27,34)(31,38)(35,39)(36,40)(1,3,5,4)(2,6,8,7)(9,12,15,10)(11,17,13,16)(14,20,22,18)(19,24,21,23)(25,28)(26,29)(27,35)(30,32)(31,36)(33,37)(34,39)(38,40)(9,13,15,11)(10,17,12,16)(14,21,22,19)(18,24,20,23)(25,29)(26,32)(27,36)(28,33)(30,37)(31,39)(34,40)(35,38)(1,4,5,3)(2,7,8,6)(9,14,15,22)(10,18,12,20)(11,19,13,21)(16,23,17,24)(25,27)(26,31)(28,35)(29,36)(30,34)(32,39)(33,38)(37,40)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.