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