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