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