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