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