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