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