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