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