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