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