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