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