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)(11,15,19,21)(12,20,22,17)(13,18,23,24)(25,26,31,28)(27,34,30,32)(29,36,38,33)(35,39,37,40)(1,3,5,8)(2,6,4,7)(9,11,14,19)(10,15,16,21)(12,18,22,24)(13,20,23,17)(1,2,5,4)(3,6,8,7)(10,16)(11,19)(17,20)(18,24)(25,27,31,30)(26,32,28,34)(29,35,38,37)(33,39,36,40)(9,10)(11,15)(12,17)(13,18)(14,16)(19,21)(20,22)(23,24)(25,28,31,26)(27,32,30,34)(29,36,38,33)(35,39,37,40)(1,2,5,4)(3,6,8,7)(9,12)(10,17)(11,18)(13,15)(14,22)(16,20)(19,24)(21,23)(25,29)(26,33)(27,35)(28,36)(30,37)(31,38)(32,39)(34,40)(1,4,5,2)(3,7,8,6)(9,13)(10,18)(11,20)(12,21)(14,23)(15,22)(16,24)(17,19)(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.