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