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)(11,18,17,13)(12,16,20,22)(19,24,23,21)(25,26,31,28)(27,32,29,33)(30,34,38,36)(35,39,37,40)(2,3)(6,7)(10,15)(12,20)(13,18)(19,23)(25,27,31,29)(26,32,28,33)(30,37,38,35)(34,40,36,39)(1,3,5,2)(4,7,8,6)(10,15)(11,17)(12,20)(21,24)(27,29)(32,33)(35,37)(39,40)(1,4,5,8)(2,6,3,7)(9,11,14,17)(10,13,15,18)(12,19,20,23)(16,21,22,24)(25,28,31,26)(27,33,29,32)(30,36,38,34)(35,40,37,39)(9,12)(10,16)(11,19)(13,21)(14,20)(15,22)(17,23)(18,24)(25,29,31,27)(26,33,28,32)(30,37,38,35)(34,40,36,39)(9,13)(10,17)(11,15)(12,21)(14,18)(16,23)(19,22)(20,24)(25,30,31,38)(26,34,28,36)(27,35,29,37)(32,39,33,40)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.