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