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