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