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