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