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