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