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