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