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