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