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