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