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