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