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