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