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