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