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