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