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