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