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