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