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