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