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