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