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