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