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