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