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