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