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