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