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