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