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