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)(11,15)(12,16)(13,14)(17,18,21,22)(19,23,24,20)(25,26)(27,33)(28,32)(29,30)(31,35)(34,39)(36,37)(38,40)(2,4)(3,7)(9,10,13,14)(11,12,16,15)(18,22)(20,23)(26,30)(31,33)(32,36)(38,39)(2,4)(6,8)(10,14)(12,15)(17,19,21,24)(18,23,22,20)(25,26)(27,33)(28,36)(29,30)(31,35)(32,37)(34,38)(39,40)(1,3)(2,6)(4,8)(5,7)(9,11)(10,15)(12,14)(13,16)(17,20,21,23)(18,19,22,24)(25,27,29,35)(26,31,30,33)(28,34,37,40)(32,38,36,39)(1,4,5,2)(3,8,7,6)(9,12,13,15)(10,11,14,16)(17,19)(18,23)(20,22)(21,24)(25,28)(26,32)(27,34)(29,37)(30,36)(31,38)(33,39)(35,40)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.