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