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