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