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