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