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