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