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)(25,26,29,32)(27,33,34,30)(28,36,37,31)(35,38,40,39)(1,3,6,5)(2,7,4,8)(9,11,14,13)(10,12,15,16)(17,18,21,20)(19,23,24,22)(27,34)(28,37)(30,33)(31,36)(3,5)(7,8)(9,12,14,16)(10,11,15,13)(17,19,21,24)(18,22,20,23)(25,27)(26,30)(28,35)(29,34)(31,38)(32,33)(36,39)(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)(25,26)(27,33)(28,31)(29,32)(30,34)(35,39)(36,37)(38,40)(1,5,6,3)(2,7,4,8)(9,13,14,11)(10,12,15,16)(25,28)(26,31)(27,35)(29,37)(30,38)(32,36)(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.