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