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