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