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