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