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