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