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