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