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