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