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