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