One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,4,6)(3,5,7,8)(25,26)(27,35)(28,31)(29,33)(30,34)(32,38)(36,40)(37,39)(1,2)(3,5)(4,6)(7,8)(9,10,14,15)(11,13,17,22)(12,16,21,23)(18,20,19,24)(25,27)(26,32)(28,35)(29,36)(30,37)(31,38)(33,34)(39,40)(10,15)(13,22)(16,23)(20,24)(25,26,31,28)(27,32,38,35)(29,33,37,39)(30,40,36,34)(1,3,4,7)(2,5,6,8)(9,11,14,17)(10,13,15,22)(12,19,21,18)(16,24,23,20)(25,28,31,26)(27,35,38,32)(29,33,37,39)(30,40,36,34)(9,12,14,21)(10,16,15,23)(11,18,17,19)(13,20,22,24)(25,29,31,37)(26,33,28,39)(27,36,38,30)(32,34,35,40)(9,13)(10,17)(11,15)(12,20)(14,22)(16,19)(18,23)(21,24)(25,30,31,36)(26,34,28,40)(27,37,38,29)(32,33,35,39)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.