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