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