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