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