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)(11,15)(12,13)(14,16)(18,22)(19,24)(25,26)(27,31)(28,32)(29,30)(33,38)(34,37)(35,36)(39,40)(9,10,13,12)(11,15,16,14)(17,18,21,22)(19,23,24,20)(26,30)(28,35)(31,37)(33,39)(9,11,13,16)(10,14,12,15)(17,19,21,24)(18,23,22,20)(25,26)(27,31)(28,36)(29,30)(32,35)(33,40)(34,37)(38,39)(1,2)(3,5)(4,6)(7,8)(9,12,13,10)(11,14,16,15)(17,20,21,23)(18,19,22,24)(25,27,29,34)(26,31,30,37)(28,33,35,39)(32,38,36,40)(1,3,4,7)(2,5,6,8)(9,11)(10,15)(12,14)(13,16)(17,19)(18,23)(20,22)(21,24)(25,28,29,35)(26,32,30,36)(27,33,34,39)(31,38,37,40)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.