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