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