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