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