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