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