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)(11,17,18,14)(12,20,22,15)(19,23,21,24)(25,26,29,33)(27,34,35,40)(28,31,37,32)(30,38,39,36)(1,3)(2,6)(4,7)(5,8)(9,11,13,18)(10,14,16,17)(12,21,22,19)(15,24,20,23)(27,35)(30,39)(34,40)(36,38)(1,4,5,2)(3,7,8,6)(9,11)(10,14)(12,19)(13,18)(15,23)(16,17)(20,24)(21,22)(25,27,28,36,29,35,37,38)(26,30,32,34,33,39,31,40)(3,8)(6,7)(11,18)(14,17)(19,21)(23,24)(25,28,29,37)(26,31,33,32)(27,36,35,38)(30,40,39,34)(9,12,13,22)(10,15,16,20)(11,19,18,21)(14,23,17,24)(25,28,29,37)(26,32,33,31)(27,36,35,38)(30,34,39,40)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.