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