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