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