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