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