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