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