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