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