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