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