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