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