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