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