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