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