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