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