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