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