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