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