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)(11,18)(12,22)(13,16)(14,17)(15,20)(19,24)(21,23)(25,26)(27,33)(28,36)(29,31)(30,34)(32,37)(35,40)(38,39)(1,3,4,8)(2,5,6,7)(9,10)(11,18)(12,16)(13,22)(14,17)(15,19)(20,24)(21,23)(28,37)(30,39)(32,36)(34,38)(9,11,14,21)(10,15,17,24)(12,19,13,20)(16,23,22,18)(25,27,29,35)(26,30,31,39)(28,38,37,34)(32,40,36,33)(9,12,14,13)(10,16,17,22)(11,19,21,20)(15,23,24,18)(26,31)(30,39)(32,36)(33,40)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.