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