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