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