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