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