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