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