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