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