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