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