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