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