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