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