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