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