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