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