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