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