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