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