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