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