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