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