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