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