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