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