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