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