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