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