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