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