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