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