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