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