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