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