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