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