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