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)(12,13)(14,16)(17,18,20,22)(19,21,23,24)(25,26)(27,31)(28,30)(29,32)(33,36)(34,37)(35,39)(38,40)(1,3,6,4)(2,7,5,8)(10,13)(14,15)(17,19,20,23)(18,21,22,24)(26,30)(27,34)(32,33)(35,40)(1,4,6,3)(2,7,5,8)(9,11,12,16)(10,14,13,15)(19,23)(21,24)(25,27)(26,31)(28,34)(29,35)(30,37)(32,39)(33,38)(36,40)(1,5,6,2)(3,8,4,7)(11,16)(14,15)(26,32)(27,34)(29,36)(30,33)(31,38)(37,39)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.