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