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