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