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