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