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