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