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