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