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