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