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