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