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