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