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