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