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