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