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