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)(17,18,20,22)(19,21,23,24)(26,30)(27,33)(32,37)(35,39)(3,8)(5,7)(9,10,13,12)(11,15,16,14)(19,23)(21,24)(26,30)(27,33)(28,36)(38,40)(9,11,13,16)(10,14,12,15)(17,19,20,23)(18,21,22,24)(25,26,29,30)(27,34,33,31)(28,32,36,37)(35,40,39,38)(1,3)(2,5)(4,8)(6,7)(9,12,13,10)(11,14,16,15)(25,27,29,33)(26,31,30,34)(28,35,36,39)(32,38,37,40)(1,2)(3,5)(4,6)(7,8)(9,11)(10,15)(12,14)(13,16)(17,18)(19,21)(20,22)(23,24)(25,28,29,36)(26,32,30,37)(27,35,33,39)(31,38,34,40)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.