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