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