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