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