One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,4,6)(3,5,7,8)(9,10,13,16)(11,17,19,24)(12,21,18,15)(14,22,23,20)(25,26)(27,35)(28,34)(29,31)(30,33)(32,36)(37,40)(38,39)(1,3)(2,5)(4,7)(6,8)(9,11,18,22,13,19,12,20)(10,14,21,24,16,23,15,17)(26,31)(32,39)(33,34)(35,40)(3,7)(5,8)(11,19)(14,23)(17,24)(20,22)(25,27,29,37)(26,32,31,39)(28,36,30,38)(33,35,34,40)(9,11,18,22,13,19,12,20)(10,14,21,24,16,23,15,17)(25,28,29,30)(26,33,31,34)(27,36,37,38)(32,35,39,40)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.