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