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