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