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