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