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