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