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