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