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