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