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