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