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