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