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