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)(11,14)(12,13)(15,16)(17,18,21,23)(19,20,24,22)(25,26)(27,30)(28,33)(29,34)(31,35)(32,37)(36,38)(39,40)(9,11,13,16)(10,14,12,15)(17,18,21,23)(19,20,24,22)(26,27)(28,35)(29,37)(38,39)(10,12)(14,15)(17,19,21,24)(18,22,23,20)(25,27,30,26)(28,33,35,31)(29,32,37,34)(36,38,40,39)(1,2)(3,5)(4,6)(7,8)(9,12,13,10)(11,15,16,14)(17,19)(18,20)(21,24)(22,23)(25,28)(26,31)(27,33)(29,36)(30,35)(32,38)(34,39)(37,40)(1,3,4,7)(2,5,6,8)(9,11)(10,14)(12,15)(13,16)(17,20)(18,19)(21,22)(23,24)(25,29)(26,32)(27,34)(28,36)(30,37)(31,38)(33,39)(35,40)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.