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