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