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