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