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