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