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