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