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