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