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