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