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