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