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