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