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