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