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