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