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