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