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)(11,16)(12,14)(13,15)(20,24)(22,23)(26,30)(27,33)(32,37)(35,39)(2,6)(4,7)(9,11)(10,15)(12,16)(13,14)(17,18,21,19)(20,22,24,23)(28,36)(32,37)(35,39)(38,40)(1,3)(2,4)(5,8)(6,7)(9,10,14,12)(11,16,13,15)(17,19,21,18)(20,23,24,22)(25,26,29,30)(27,34,33,31)(28,32,36,37)(35,40,39,38)(1,3)(2,7)(4,6)(5,8)(9,12,14,10)(11,16,13,15)(17,20)(18,22)(19,23)(21,24)(25,27,29,33)(26,31,30,34)(28,35,36,39)(32,38,37,40)(1,4,5,7)(2,8,6,3)(9,13,14,11)(10,15,12,16)(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.