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)(17,18,21,22)(19,23,24,20)(25,26)(27,33)(28,32)(29,30)(31,35)(34,39)(36,37)(38,40)(1,2)(3,7)(4,6)(5,8)(17,19,21,24)(18,20,22,23)(26,30)(28,36)(31,33)(34,40)(1,2,4,6)(3,5,8,7)(9,10,13,12)(11,14,15,16)(17,18,21,22)(19,20,24,23)(25,27,29,35)(26,31,30,33)(28,34,36,40)(32,38,37,39)(1,2)(3,7)(4,6)(5,8)(9,11)(10,14)(12,16)(13,15)(17,20,21,23)(18,19,22,24)(25,26)(27,33)(28,37)(29,30)(31,35)(32,36)(34,38)(39,40)(1,3)(2,5)(4,8)(6,7)(9,12,13,10)(11,16,15,14)(17,19)(18,20)(21,24)(22,23)(25,28,29,36)(26,32,30,37)(27,34,35,40)(31,38,33,39)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.