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