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