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