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