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