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