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