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