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