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