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