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