The command `pacman -Si sagemath` lists all optional dependencies for Sagemath available through pacman (see the archlinux wiki article, thanks Lahwaacz!).
$ pacman -Si sagemath
...
Optional Deps :
...
nauty: for generating some classes of graphs
...
So all that is needed is to install nauty: `sudo pacman -Syu nauty`, and you may run it to your heart's content (examples here).