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