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