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