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