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