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)(12,14)(17,18,21,19)(20,22,24,23)(25,26,29,30)(27,33,34,31)(28,36,38,32)(35,39,37,40)(1,2,4,6)(3,5,8,7)(9,10,13,16)(11,12,15,14)(17,19,21,18)(20,22,24,23)(26,30)(27,34)(32,36)(35,37)(1,2)(3,5)(4,6)(7,8)(9,11,13,15)(10,14,16,12)(17,20)(18,22)(19,23)(21,24)(25,26)(27,31)(28,32)(29,30)(33,34)(35,39)(36,38)(37,40)(1,2)(3,5)(4,6)(7,8)(9,10)(11,14)(12,15)(13,16)(25,27,29,34)(26,31,30,33)(28,37,38,35)(32,40,36,39)(1,3,4,8)(2,5,6,7)(9,12,13,14)(10,15,16,11)(25,28)(26,32)(27,35)(29,38)(30,36)(31,39)(33,40)(34,37)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.