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