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