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