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