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