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