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