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