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