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