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