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