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