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