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