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