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)(11,20)(12,13)(14,24)(15,17)(16,21)(18,23)(19,22)(25,26)(27,33)(28,38)(29,34)(30,35)(31,32)(36,37)(39,40)(2,4)(5,8)(9,11,15,21)(10,16,17,20)(12,22,23,14)(13,24,18,19)(26,32)(30,34)(33,38)(37,40)(2,4)(3,7)(10,17)(11,21)(12,23)(19,24)(25,27,31,28)(26,33,32,38)(29,39,35,36)(30,37,34,40)(1,3)(2,5)(4,8)(6,7)(9,12)(10,18)(11,22)(13,17)(14,21)(15,23)(16,19)(20,24)(25,28,31,27)(26,33,32,38)(29,39,35,36)(30,40,34,37)(1,4,6,2)(3,8,7,5)(9,13,15,18)(10,12,17,23)(11,19,21,24)(14,20,22,16)(25,29,31,35)(26,34,32,30)(27,36,28,39)(33,37,38,40)(1,5,6,8)(2,7,4,3)(9,14,15,22)(10,19,17,24)(11,12,21,23)(13,20,18,16)(25,30,31,34)(26,35,32,29)(27,37,28,40)(33,36,38,39)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.