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