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