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)(11,15)(12,13)(14,16)(17,18)(19,24)(20,23)(21,22)(25,26)(27,33)(28,32)(29,30)(31,35)(34,39)(36,37)(38,40)(9,11,13,16)(10,14,12,15)(17,19,22,20)(18,23,21,24)(26,30)(31,33)(32,36)(38,39)(10,12)(14,15)(17,20,22,19)(18,23,21,24)(25,26)(27,31)(28,36)(29,30)(32,37)(33,35)(34,39)(38,40)(1,2)(3,5)(4,6)(7,8)(9,11)(10,14)(12,15)(13,16)(25,27,29,35)(26,31,30,33)(28,34,37,40)(32,38,36,39)(1,3,4,7)(2,5,6,8)(9,12,13,10)(11,15,16,14)(17,21,22,18)(19,24,20,23)(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.