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