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