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