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