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