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