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