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