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