One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,4,6)(3,5,7,8)(9,10,13,17)(11,18,19,24)(12,14,21,16)(15,22,23,20)(25,26)(27,33)(28,31)(29,32)(30,35)(34,39)(36,38)(37,40)(1,2)(3,5)(4,6)(7,8)(11,19)(15,23)(18,24)(20,22)(25,27,28,35)(26,30,31,33)(29,34,37,36)(32,38,40,39)(1,3,4,7)(2,5,6,8)(10,14)(12,21)(15,18)(16,17)(20,22)(23,24)(27,34)(29,37)(30,38)(32,40)(33,39)(35,36)(2,6)(5,8)(9,11,13,19)(10,15,17,23)(12,22,21,20)(14,18,16,24)(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.