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