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