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