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