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