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