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