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