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