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