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