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