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