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