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