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