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