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