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