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