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