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