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