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