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