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