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