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