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