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