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