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