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