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