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