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