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