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