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