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