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