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