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