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