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