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