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