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)(11,19,20,16)(12,17,21,22)(13,23,24,18)(25,26,31,28)(27,32,34,30)(29,33,39,36)(35,40,37,38)(1,3,5,8)(2,6,4,7)(9,11,15,20)(10,16,14,19)(12,13,21,24)(17,18,22,23)(25,27,31,34)(26,32,28,30)(29,37,39,35)(33,38,36,40)(1,2,5,4)(3,6,8,7)(10,14)(11,20)(12,21)(18,23)(27,34)(30,32)(35,37)(38,40)(9,12,15,21)(10,17,14,22)(11,13,20,24)(16,18,19,23)(25,28,31,26)(27,30,34,32)(29,33,39,36)(35,40,37,38)(1,4,5,2)(3,7,8,6)(9,13)(10,18)(11,12)(14,23)(15,24)(16,17)(19,22)(20,21)(25,29,31,39)(26,33,28,36)(27,35,34,37)(30,38,32,40)(9,14,15,10)(11,19,20,16)(12,22,21,17)(13,23,24,18)(25,30)(26,27)(28,34)(29,38)(31,32)(33,35)(36,37)(39,40)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.