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