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