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