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