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