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