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)(12,15)(13,18)(16,21)(17,20)(19,23)(22,24)(25,26)(27,34)(28,32)(29,37)(30,31)(33,39)(35,36)(38,40)(1,3,6,5)(2,7,4,8)(9,10,14,11)(12,17,20,15)(13,16,21,18)(19,23,24,22)(26,31)(28,34)(33,37)(36,38)(10,11)(15,17)(16,18)(22,23)(25,27,30,32)(26,28,31,34)(29,35,39,40)(33,36,37,38)(2,4)(7,8)(9,11,14,10)(12,17,20,15)(13,18,21,16)(19,23,24,22)(25,27)(26,28)(29,35)(30,32)(31,34)(33,36)(37,38)(39,40)(1,4,6,2)(3,8,5,7)(9,12,14,20)(10,15,11,17)(13,19,21,24)(16,22,18,23)(25,28)(26,32)(27,31)(29,38)(30,34)(33,35)(36,39)(37,40)(1,5,6,3)(2,7,4,8)(9,13,14,21)(10,16,11,18)(12,19,20,24)(15,22,17,23)(25,29,30,39)(26,33,31,37)(27,35,32,40)(28,36,34,38)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.