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