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