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)(11,12,17,16)(13,18,23,24)(19,20,21,22)(25,26)(27,32)(28,34)(29,33)(30,35)(31,36)(37,38)(39,40)(1,3,4,8)(2,5,6,7)(10,15)(11,17)(18,24)(19,21)(25,27,31,29)(26,32,36,33)(28,39,35,37)(30,38,34,40)(1,3)(2,5)(4,8)(6,7)(25,27,31,29)(26,33,36,32)(28,37,35,39)(30,38,34,40)(1,3)(2,5)(4,8)(6,7)(9,11,14,17)(10,16,15,12)(13,21,23,19)(18,20,24,22)(25,28,31,35)(26,34,36,30)(27,37,29,39)(32,38,33,40)(1,2)(3,5)(4,6)(7,8)(9,12,14,16)(10,17,15,11)(13,22,23,20)(18,19,24,21)(25,29,31,27)(26,32,36,33)(28,39,35,37)(30,40,34,38)(9,13,14,23)(10,18,15,24)(11,19,17,21)(12,20,16,22)(25,30,31,34)(26,35,36,28)(27,38,29,40)(32,37,33,39)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.