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