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