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