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