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