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