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