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