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