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