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