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