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