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