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