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