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