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