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