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)(11,16)(12,13)(14,15)(19,23)(22,24)(26,30)(28,36)(31,33)(34,38)(2,4)(6,8)(10,15)(13,16)(18,21)(22,24)(25,26,29,30)(27,33,35,31)(28,37,36,32)(34,39,38,40)(9,11,14,12)(10,16,15,13)(17,18)(19,22)(20,21)(23,24)(25,26)(27,31)(28,32)(29,30)(33,35)(34,39)(36,37)(38,40)(1,3,5,7)(2,6,4,8)(9,12,14,11)(10,16,15,13)(17,19)(18,22)(20,23)(21,24)(25,27)(26,31)(28,38)(29,35)(30,33)(32,40)(34,36)(37,39)(1,4,5,2)(3,6,7,8)(9,13,14,16)(10,12,15,11)(25,28,29,36)(26,32,30,37)(27,34,35,38)(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.