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