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