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