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