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