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