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