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