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