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