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